Optimizing stakes in simultaneous bets

Robbert Fokkink*, Ludolf Meester, Christos Pelekis

*Corresponding author for this work

Research output: Contribution to journalArticleScientificpeer-review

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We want to find the convex combination S of iid Bernoulli random variables that maximizes P(S ≥ t) for a given threshold t. Endre Csóka conjectured that such an S is an average if t ≥ p, where p is the success probability of the Bernoulli random variables. We prove this conjecture for a range of p and t

Original languageEnglish
Pages (from-to)153-165
Number of pages13
JournalAlea (Rio de Janeiro)
Issue number1
Publication statusPublished - 2023

Bibliographical note

Green Open Access added to TU Delft Institutional Repository ‘You share, we take care!’ – Taverne project https://www.openaccess.nl/en/you-share-we-take-care Otherwise as indicated in the copyright section: the publisher is the copyright holder of this work and the author uses the Dutch legislation to make this work public.


  • bold play
  • intersecting family
  • small deviations
  • stochastic inequality


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